不同分布varphi混合序列的极限结果.pdfVIP

Journal of Mathematical Research Exposition Aug., 2008, Vol. 28, No. 3, pp. 628–636 DOI:10.3770/j.issn:1000-341X.2008.03.024 Http:// Limiting Behavior of Delayed Sums of ϕ-Mixing under a Non-Identical Distribution Setup 1 2 CHEN Ping Yan , LI Feng Ling (1. Department of Mathematics, Jinan University, Guangdong 510630, China; 2. Department of Statistics, Jinan University, Guangdong 510630, China) (E-mail: tchenpy@) Abstract We present an integral test to determine the limiting behavior of delayed sums under a non-identical distribution setup for ϕ-mixing sequence, and deduce Chover-type laws of the iterated logarithm for them. These complement and extend the results of Vasudeva and Divanji[1] and Chen et al.[2]. Keywords stable distribution; laws of the iterated logarithm; delayed sum; integral test. Document code A MR(2000) Subject Classification 60F15 Chinese Library Classification O211.4 1. Introduction and main results Let {Xn , n ≥ 1} be a sequence of random variables with its partial sums sequence Sn = n X . Let {a , n ≥ 1} be a positive integer subsequence. Set T = S − S and γ = i=1 i n n n+an n n log(n/an ) + log log n. The sum Tn is called a forward delayed sum[3]. Suppose Xn ’s has one of two distribution functions F and F , respectively. For each n ≥ 1, let τ (n) denote the 1 2 1 number of random variables in the set {X , X , . . . , X } with d